+42.8%
LRCX vs AUR
-17.4%
+60.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.4% | +0.4% | -2.5% |
| 7D | -12.8% | -19.8% | +7.1% | -6.4% |
| 30D | -36.0% | -29.0% | -6.9% | -28.4% |
| 3M | -30.2% | -43.6% | +13.3% | -16.2% |
| 6M | -14.2% | -36.6% | +22.4% | -1.9% |
| YTD | +29.7% | +6.3% | +23.5% | +22.5% |
| 1Y | +42.8% | -9.0% | +51.8% | +40.4% |
| All | +42.8% | -17.4% | +60.2% | +40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded AUR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling